+14.2%
LQD vs BDX
-10.0%
+24.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | -3.2% | +2.1% | -0.9% |
| 30D | -1.3% | -2.5% | +1.3% | -1.1% |
| 3M | -3.2% | +21.4% | -24.6% | -4.4% |
| 6M | -2.1% | +10.4% | -12.5% | -2.8% |
| YTD | -2.4% | +18.8% | -21.2% | -3.6% |
| 1Y | -2.7% | +21.7% | -24.4% | -4.1% |
| 3Y | +14.2% | -10.0% | +24.1% | +14.9% |
| All | +14.2% | -10.0% | +24.2% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BDX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling